Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51728.01 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48528.95 Kr¶

PnL: ---------------------------------------> -558.62 Kr¶

DD now: ---------------------------------> -0.417 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 10:19:42.006270'

Anic Portfolio¶

Today¶

Return: 0.172 %¶

This Week¶

Return: 8.839 %¶

Total¶

Return: 69.344 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.390000 804.800000 131.800000 19.580000 673.000000
Nordea Bank Abp 29 1.000000 3567.000000 113.000000 3.270000 3453.999992
HEBA B 70 2.620000 2744.000000 108.000000 4.100000 2636.000010
SAAB B 8 1.310000 3461.600000 84.600000 2.510000 3377.000000
Swedbank A 3 1.900000 612.600000 48.600000 8.620000 564.000000
Resurs Holding 22 1.370000 619.740000 45.740000 7.970000 573.999998
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.850000 596.400000 39.400000 7.070000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.180000 388.200000 33.200000 9.350000 355.000000
Intrum 4 1.970000 550.000000 23.000000 4.360000 527.000000
Eastnine 4 1.760000 509.600000 18.600000 3.790000 491.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
OEM International B 7 0.650000 546.000000 18.000000 3.410000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.070000 578.160000 8.160000 1.430000 570.000000
Coor Service Management Hold. 8 0.820000 538.400000 6.400000 1.200000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.070000 249.840000 3.840000 1.560000 246.000000
Boozt 12 1.470000 1654.800000 0.800000 0.050000 1653.999996
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.280000 545.750000 -0.250000 -0.050000 546.000000
Corem Property Group B 59 1.940000 574.660000 -2.340000 -0.410000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Fasadgruppen Group 38 -0.730000 4134.400000 -6.600000 -0.160000 4140.999992
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 1.920000 509.470000 -24.530000 -4.590000 533.999999
International Petroleum Corp. 5 0.000000 562.500000 -32.070000 -5.390000 594.565215
Essity B 2 -0.880000 540.600000 -33.400000 -5.820000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 27 -0.360000 2991.600000 -92.400000 -3.000000 3083.999994
OX2 22 5.220000 1862.300000 -126.700000 -6.370000 1989.000002
Axfood 15 -4.280000 3861.000000 -439.000000 -10.210000 4300.000005
Ovzon 64 -1.130000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48528.950000 -558.620000 -0.41654% 49087.564636

Updated:¶

'2023-02-01 10:19:55.104317'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶